Other packages > Find by keyword >

arima2  

Likelihood Based Inference for ARIMA Modeling
View on CRAN: Click here


Download and install arima2 package within the R console
Install from CRAN:
install.packages("arima2")

Install from Github:
library("remotes")
install_github("cran/arima2")

Install by package version:
library("remotes")
install_version("arima2", "3.4.3")



Attach the package and use:
library("arima2")
Maintained by
Jesse Wheeler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-10-05
Latest Update: 2025-06-27
Description:
Estimating and analyzing auto regressive integrated moving average (ARIMA) models. The primary function in this package is arima(), which fits an ARIMA model to univariate time series data using a random restart algorithm. This approach frequently leads to models that have model likelihood greater than or equal to that of the likelihood obtained by fitting the same model using the arima() function from the 'stats' package. This package enables proper optimization of model likelihoods, which is a necessary condition for performing likelihood ratio tests. This package relies heavily on the source code of the arima() function of the 'stats' package. For more information, please see Jesse Wheeler and Edward L. Ionides (2023) .
How to cite:
Jesse Wheeler (2023). arima2: Likelihood Based Inference for ARIMA Modeling. R package version 3.4.3, https://cran.r-project.org/web/packages/arima2. Accessed 17 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:18), 3.0.1 (2023-10-05 10:10), 3.1.0 (2023-11-16 17:03), 3.3.0 (2024-08-19 16:20), 3.4.0 (2025-06-27 18:50), 3.4.2 (2025-11-01 01:30), 3.4.3 (2025-12-10 20:00)
Other packages that cited arima2 R package
View arima2 citation profile
Other R packages that arima2 depends, imports, suggests or enhances
Complete documentation for arima2
Functions, R codes and Examples using the arima2 R package
Some associated functions: ARMApolyroots . aicTable . arima . miHuron_level . plot.Arima2 . profile.Arima2 . sample_ARMA_coef . 
Some associated R codes: ARMApolyroots.R . aicTable.R . arima.R . arima2-package.R . data.R . plot.R . profile.R . sample_ARMA_coef.R .  Full arima2 package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

VFS  
Vegetated Filter Strip and Erosion Model
Empirical models for runoff, erosion, and phosphorus loss across a vegetated filter strip, given sl ...
Download / Learn more Package Citations See dependency  
VEwaningVariant  
Vaccine Efficacy Over Time - Variant Aware
Implements methods for inference on potential waning of vaccine efficacy and for estimation of vacci ...
Download / Learn more Package Citations See dependency  
rt.test  
Robustified t-Test
Performs one-sample t-test based on robustified statistics using median/MAD (TA) and Hodges-Lehmann/ ...
Download / Learn more Package Citations See dependency  
FastKNN  
Fast k-Nearest Neighbors
Compute labels for a test set according to the k-Nearest Neighbors classification. This is a fast wa ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
alabama  
Constrained Nonlinear Optimization
Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear object ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA